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RBI Call/Rosenbauer 23-24/  AT0000A33K75  /

Wien OS
6/24/2024  9:15:03 AM Chg.+0.063 Bid3:57:49 PM Ask3:57:49 PM Underlying Strike price Expiration date Option type
0.262EUR +31.66% -
Bid Size: -		 -
Ask Size: -		 ROSENBAUER INTL 37.00 - 9/20/2024 Call
 

Master data

WKN: RC0837
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ROSENBAUER INTL
Type: Warrant
Option type: Call
Strike price: 37.00 -
Maturity: 9/20/2024
Issue date: 3/30/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 18.81
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.28
Parity: -0.05
Time value: 0.19
Break-even: 38.94
Moneyness: 0.99
Premium: 0.07
Premium p.a.: 0.31
Spread abs.: 0.02
Spread %: 11.49%
Delta: 0.51
Theta: -0.01
Omega: 9.66
Rho: 0.04
 

Quote data

Open: 0.262
High: 0.262
Low: 0.262
Previous Close: 0.199
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+30.35%
1 Month  
+175.79%
3 Months  
+539.02%
YTD  
+142.59%
1 Year  
+0.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.201 0.139
1M High / 1M Low: 0.253 0.055
6M High / 6M Low: 0.253 0.041
High (YTD): 6/10/2024 0.253
Low (YTD): 3/22/2024 0.041
52W High: 8/17/2023 0.322
52W Low: 3/22/2024 0.041
Avg. price 1W:   0.174
Avg. volume 1W:   0.000
Avg. price 1M:   0.135
Avg. volume 1M:   0.000
Avg. price 6M:   0.104
Avg. volume 6M:   0.000
Avg. price 1Y:   0.164
Avg. volume 1Y:   0.000
Volatility 1M:   405.07%
Volatility 6M:   255.74%
Volatility 1Y:   196.26%
Volatility 3Y:   -